USING POSSIBILISTIC MOMENTS AND BI-OBJECTIVE OPTIMIZATION METAHEURISTICS TO COMPUTE PESSIMISTIC AND OPTIMISTIC EFFICIENT PORTFOLIOS / FRONTIERS FOR FUZZY-VALUED RETURNS OF RISKY ASSETS

2020 ◽  
Vol 25 (02) ◽  
Author(s):  
Vasile Georgescu ◽  
Andreea-Mirabela Stefan
Keyword(s):  
Risky Assets ◽  
Efficient Portfolios

Pricing Risky Assets in Indian Market under Unconditional Value Weighted Method

2012 ◽  
Vol 1 (7) ◽  
pp. 121-126
Author(s):  
Dr. M. Sumathy Dr. M. Sumathy ◽  
◽  
M. Tamilselvan M. Tamilselvan
Keyword(s):  
Indian Market ◽  
Risky Assets

Can Unbiased Financial Advice Steer Retail Investors Towards Efficient Portfolios? Answers from a Large Field Study

2011 ◽  
Author(s):  
Utpal Bhattacharya ◽  
Andreas Hackethal ◽  
Simon Kaesler ◽  
Benjamin Loos ◽  
Steffen Meyer
Keyword(s):  
Field Study ◽  
Large Field ◽  
Financial Advice ◽  
Retail Investors ◽  
Efficient Portfolios

Identifying Multi-Efficient Portfolios

2017 ◽  
Author(s):  
Suresh K. Nair ◽  
Yuan Jin
Keyword(s):  
Efficient Portfolios

DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH

2021 ◽  
pp. 1-26
Author(s):  
Jin Sun ◽  
Dan Zhu ◽  
Eckhard Platen
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Growth Optimal Portfolio ◽  
Risky Assets ◽  
Target Date ◽  
Target Date Funds ◽  
Asset Allocations ◽  
Investment Choices ◽  
Glide Paths

ABSTRACT Target date funds (TDFs) are becoming increasingly popular investment choices among investors with long-term prospects. Examples include members of superannuation funds seeking to save for retirement at a given age. TDFs provide efficient risk exposures to a diversified range of asset classes that dynamically match the risk profile of the investment payoff as the investors age. This is often achieved by making increasingly conservative asset allocations over time as the retirement date approaches. Such dynamically evolving allocation strategies for TDFs are often referred to as glide paths. We propose a systematic approach to the design of optimal TDF glide paths implied by retirement dates and risk preferences and construct the corresponding dynamic asset allocation strategy that delivers the optimal payoffs at minimal costs. The TDF strategies we propose are dynamic portfolios consisting of units of the growth-optimal portfolio (GP) and the risk-free asset. Here, the GP is often approximated by a well-diversified index of multiple risky assets. We backtest the TDF strategies with the historical returns of the S&P500 total return index serving as the GP approximation.

scholarly journals Light a lamp and look at the stock market

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Radeef Chundakkadan
Keyword(s):  
Stock Market ◽  
Financial Distress ◽  
Investor Sentiment ◽  
Downside Risk ◽  
Bond Yields ◽  
Risky Assets ◽  
Market Participants ◽  
Market Return ◽  
The Impact

AbstractIn this study, we investigate the impact of the light-a-lamp event that occurred in India during the COVID-19 lockdown. This event happened across the country, and millions of people participated in it. We link this event to the stock market through investor sentiment and misattribution bias. We find a 9% hike in the market return on the post-event day. The effect is heterogeneous in terms of beta, downside risk, volatility, and financial distress. We also find an increase (decrease) in long-term bond yields (price), which together suggests that market participants demanded risky assets in the post-event day.

PROGRESSIVE INCOME TAXES AND THE DEMAND FOR RISKY ASSETS

1984 ◽  
Vol 37 (1) ◽  
pp. 127-129
Author(s):  
JOHN C. FELLINGHAM ◽  
MARK A. WOLFSON
Keyword(s):  
Income Taxes ◽  
Risky Assets

Demand for risky assets and the monotone probability ratio order

1995 ◽  
Vol 11 (2) ◽  
pp. 113-122 ◽  
Author(s):  
Louis Eeckhoudt ◽  
Christian Gollier
Keyword(s):  
Risky Assets ◽  
Probability Ratio ◽  
Monotone Probability

The demand for risky assets under uncertain inflation

1987 ◽  
Vol 39 (4) ◽  
pp. 357-362
Author(s):  
Norman Keith Womer ◽  
R. Stephen Cantrell
Keyword(s):  
Risky Assets
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